-15.8%
CAG vs ACM
-48.0%
+32.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.9% |
| 7D | -6.6% | -3.7% | -2.9% | -6.6% |
| 30D | +2.3% | -12.7% | +15.0% | +1.9% |
| 3M | +16.3% | -9.8% | +26.1% | +16.0% |
| 6M | -16.0% | -31.4% | +15.4% | -17.5% |
| YTD | -7.7% | -32.1% | +24.4% | -9.0% |
| All | -15.8% | -48.0% | +32.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling